This may be a novice question but is there an indicator that just provides the return of a symbol? I wasn’t able to find one.
Rename
No, but if you can explain what you’re trying to accomplish maybe I can suggest a solution.
I'm not sure what you mean by "indicator". Are you asking how to plot the equity curve, which is profit over time? That's available as a backtester property in BacktestComplete{} or even Cleanup{}. See EquityCurve on https://www.wealth-lab.com/Support/ApiReference/Backtester There's also an Equity Curve tab that will show it to you.
You can get the overall return of the backtest from the Metrics Report.
You can get the overall return of the backtest from the Metrics Report.
My use case. In a rotation strategy I want to buy the top 3 symbols based on performance.
You could use ROC to measure performance?
Your Response
Post
Edit Post
Login is required